+1,205.9%
SPY vs PLD
+1,708.5%
-502.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | +0.1% | -2.4% | +2.5% | +0.8% |
| 3M | +2.0% | -3.8% | +5.8% | +2.9% |
| 6M | +13.0% | 0.0% | +13.0% | +12.6% |
| YTD | +13.5% | +9.2% | +4.3% | +9.8% |
| 1Y | +20.0% | +25.9% | -5.9% | +10.8% |
| 3Y | +77.2% | +21.3% | +55.9% | +62.8% |
| 5Y | +81.9% | +14.1% | +67.7% | +68.5% |
| 10Y | +314.1% | +237.9% | +76.2% | +172.4% |
| All | +1,205.9% | +1,708.5% | -502.6% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling